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Updates since 6.0 pre-releases

This page lists the changes since 6.0.0-beta, and explains any changes required to migrate from 6.0.0-beta to the stated version of Atoti FRTB.

Changes since 6.0.0-beta

Upgrade to Atoti Server 6.1.7
Upgrade to Data Connectors 5.0.1 : Upgraded to the new version of Data Connectors.
FX Translation Risk: Allow FX translation risk to be calculated upstream for multiple different reporting currencies.
Inclusion hierarchy: Added “Inclusion” hierarchy to support filtering and what-ifs on trades. For example, Banking book or speculative trades.
What-If Configuration: Simple what-if simulations that alter the datastore can now be created through configuration.
Support for DirectQuery Aggregate Tables: Added support for using Aggregate Tables to improve startup time & reduce DirectQuery database compute costs.
Fix SwaggerUI: SwaggerUI is now working again, allowing you to test the REST API endpoints.

Issue Key	Details
FRTB-3239	Added support for creating simple what-if simulations through configuration.
FRTB-3421	Added support for using Aggregate Tables to improve startup time and database costs when using DirectQuery.

Issue Key	Details
FRTB-3323	Deprecated `sa.drc.no-maturity-floor-when-offsetting` for removal.
FRTB-3361	Upgraded to Atoti Server 6.1.7.
FRTB-3441	Upgraded Data Connectors to 5.0.1.

Issue Key	Details
FRTB-3448	Removed explicit OpenTelemetry configuration. We now use the autoconfiguration in the Spring Boot starters.

Issue Key	Details
FRTB-3342	Fixed `StressCalibrationCube` not being properly disabled in a distributed environment.
FRTB-3570	Fixed SwaggerUI not working. The `springdoc-openapi-starter-webmvc-ui` dependency has been upgrade from `2.5.0` to `2.8.9`.

Upgrading from version 6.0.0-beta, see Atoti FRTB 6.0 Release Notes.

Atoti FRTB uses Atoti Server 6.1.7 and Atoti UI 5.2.x. For new features and fixes included in these releases, please see the Atoti UI documentation and Atoti UI Migration Notes, and the release notes for Atoti Server.

DLC 5.0 Upgrade: With the new version of the DLC, the configuration of the ETL has been simplified.
What-if endpoints: The (undocumented) what-if REST endpoints used by the Switch Desk Model and Switch Book Desk what-if simulations have changed.

Upgraded to Atoti Server 6.1.7 : Upgraded to the latest Atoti Server.
Simplified OpenTelemetry Configuration: We now rely on OpenTelemetry’s GlobalOpenTelemetry to configure the export of logs and metrics.

New properties:

Property Name	Comment	Value	Default Definition in File
`directquery.aggregate-tables`	Configuration of the Aggregate Tables to be used when running with DirectQuery.	Mapping of aggregate tables per cube	application.yaml
`whatif.datastore.<identifier>.*`	Simple datastore changes what-if simulations. See Simple Datastore Changes.	`inclusion-change` what-if simulation definition.	application.yaml

Updated properties:

Property Name	Comment	New Value	Old Value	Default Definition in File
`data.extraction.templates.base.dir.path`	Updated for new structure	frtb-application/src/main/resources/DEETemplateOrders	./src/main/resources/DEETemplateOrders	application.properties

Renamed properties:

Old Property	New Property	Comment	Default Definition in File
`csv-source.parserThreads`	`csv-source.parser-threads`	The naming convention has changed from camel case to kebab case, but the old property key will still work.	application.properties
`csv-source.bufferSize`	`csv-source.buffer-size`	The naming convention has changed from camel case to kebab case, but the old property key will still work.	application.properties
`aws.accessKeyId`	`aws.accessKeyId`	Previously managed by Atoti FRTB, now inheriting AWS SDK property `aws.accessKeyId` in `DefaultCredentialsProvider`	frtb-cloud.properties
`aws.secretKey`	`aws.secretAccessKey`	Previously managed by Atoti FRTB, now inheriting AWS SDK property `aws.secretAccessKey` in `DefaultCredentialsProvider`	frtb-cloud.properties
`azure.connection.string`	`dlc.azure.connection-string`	Previously managed by Atoti FRTB, now inheriting DLC property `dlc.azure.connection-string` for `DefaultAzureClientConfig`	frtb-cloud.properties

Deleted properties:

Property Name	Comment	Deleted from File
`cloudSource.dataset`	`csv-source.dataset-historical`, `csv-source.dataset-configuration` and `csv-source.dataset` are now shared between cloud sources and local.	frtb-cloud.properties
`cloud.fetch.thread`	No longer configurable.	frtb-cloud.properties
`dlc.audit-logging.enabled`	DLC event handlers are no longer a part of the new DLC.	application.properties
`tracing.enabled`	OpenTelemetry is now configured through the Spring Boot starters. Use `-Dotel.java.global-autoconfigure.enabled=true` on the command line to enable.	application.properties
`open-telemetry.zipkin-span-exporter.url`	Atoti FRTB no longer provides direct OpenTelemetry configuration. Configuration is provided by the Spring Boot starters.	application.properties
`open-telemetry.logging-span-exporter.enabled`	Atoti FRTB no longer provides direct OpenTelemetry configuration. Configuration is provided by the Spring Boot starters.	application.properties

Modification	Store	Field	Type	Description
Added	Trade Mapping	Inclusion	String	Indicates if the trade should be included (“Y”) or not by default in the calculations.
Added	SaSensitivities	Translation Risk Ccy	STRING	FX only. Indicates the sensitivity represents translation risk; set to the reporting currency.

Modification	Table	Field	Type	Description
Added	SASENSITIVITIES	TRANSLATION_RISK_CCY	String	FX only. Indicates the sensitivity represents translation risk; set to the reporting currency.
Added	TRADE_MAPPING	INCLUSION	String	Indicates if the trade should be included (“Y”) or not by default in the calculations.

Cube	Dimension	Hierarchy	Levels	Datastore fields	Details
All	Booking	Inclusion	Inclusion	TradeMapping.Inclusion	This hierarchy is used to indicate which trades should be included in the calculations.